Remember, this card's ability says when an opponent's monster declares a direct attack, but it doesn't say how it declares that direct attack. That means you can Summon this monster when cards like "Leghul" or "Queen's Double" declare a direct attack by their abilities. Even though it'll cost you some Life Points, you will be able to get a monster on the field, possibly giving you field advantage.

You can set "Call of the Haunted" and "Gagagaguard", and if you control no monsters and your opponent declares a direct attack, Special Summon this card, then with the second effect, send another "Gagaga" monster from your hand to the Graveyard so that you can Special Summon that monster from the Graveyard with "Call of the Haunted" and activate "Gagagaguard" to protect all your monsters that turn.